Technical reports
Tailored Randomized-block MCMC Methods with
Application to DSGE Models
by Siddhartha Chib and Srikanth Ramamurthy
July 2009
Change Points in Term-Structure Models:
Pricing, Estimation and Forecasting
by Siddhartha Chib and Kyu Ho Kang
April 2009
Additive Cubic Spline Regression with Dirichlet Process
Mixture Errors
by Siddhartha Chib and Edward Greenberg
April 2008 (Revised January 2009)
Likelihood Based Inference for Diffusion Driven State Space Models
by Siddhartha Chib, Neil Shephard and Michael Pitt
September 2006
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